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An Empirical Inquiry on China’s Financial Condition Index and Inflation

Author: HanMingZuo
Tutor: BaShuSong
School: University of Science and Technology of China
Course: Financial Engineering
Keywords: Financial situation index Asset prices Inflation Structural vector autoregression
CLC: F822.5;F224
Type: Master's thesis
Year: 2011
Downloads: 102
Quote: 0
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Abstract


Gradually developed financial system , asset prices in the transmission mechanism of monetary policy to the real economy , inflation plays an increasingly important role , no longer be ignored by policy makers . This paper analyzes the relationship between currency , asset prices and inflation , and try to build a real short-term interest rates , real estate price index , the real effective exchange rate index , real equity price index , and currency factors , including the financial situation index . Predecessors based on the simplified form VAR model on the basis of broad money supply as the monetary factors research , taking into account the particularity with certain credit - based monetary policy management system , further switch may reflect economic variable current VAR model , the mutual influence of the structure of the form of the relationship between the two indices and inflation indicator CPI real money supply and real loan balance as currency factors , were made by empirical research . The results showed that the more stable predictive effect on the CPI index based on the financial situation of the loan balance , can be used as one of the basis for monetary policy makers to observe .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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